A Bayesian analysis of market information linkages among NAFTA countries using a multivariate stochastic volatility model
| Year of publication: |
2011
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|---|---|
| Authors: | Fleischer, Petra ; Maller, Ross ; Müller, Gernot |
| Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 35.2011, 2, p. 123-148
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| Publisher: |
Springer |
| Subject: | North American Free Trade Agreement (NAFTA) | Information and Volatility Linkages | Volatility Correlations | Markov Chain Monte Carlo | Equity Market Returns |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925205